I used to agree, but a few years ago, I stumbled upon a a peer reviewed article showing the correlation between depression in 40+ years old and the number of partner they had. They had a multiple variable linear regression and while it accounter for less than 10% of the determinant of depression (the highest determinant being the wage, or more precisely the lack of wage), it had a significant p-value.

And when you think about it, it does make sense. If you have sex with 8-15 person, you will end up ranking them the same way you'd rank 8-15 chocolate bar. So if you end up settling for the Twix or the Reeze because of personality, but you actually liked the O-Henry more sex wise, then you'll feel a desapointment you wouldn't have lived had you simply not knew about it.

Not that wedding is needed in itself, but more that its a sign of stability in the relationship. I think on a 40+ years period, we'll have more depression case partly due to the sexual freedom which is more of a poisoned gift than a golden present in my opinion.